+32.2%
EEM vs WAB
+214.2%
-182.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | 0.0% |
| 7D | +2.7% | +5.1% | -2.4% | +0.8% |
| 30D | -5.4% | +4.0% | -9.4% | -6.8% |
| 3M | -8.6% | +0.1% | -8.7% | -8.8% |
| 6M | -8.9% | +12.8% | -21.7% | -13.2% |
| YTD | +11.9% | +40.1% | -28.1% | -1.5% |
| 1Y | +13.1% | +46.4% | -33.3% | -2.1% |
| 3Y | +70.7% | +167.4% | -96.7% | +15.6% |
| All | +32.2% | +214.2% | -182.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling